[Java][CI] Implement CI testing for Java JNI modules on Windows

### Describe the enhancement requested

Currently, CI only considers Java Windows OS testing for modules other than JNI.

It would be helpful to implement CI testing for JNI modules as well.

### Component(s)

Continuous Integration, Java

No file, test, or entry point is named. Inspect the repository's CI configuration and existing Java Windows jobs for non-JNI modules, then determine how JNI modules are included; done means Windows CI runs and validates the Java JNI modules.

Written by the indexing model from the issue text.